Self-Regulatory Organizations; Chicago Board Options Exchange, Incorporated; Notice of Filing and Immediate Effectiveness of Proposed Rule Change Related to Trades for Less Than $1, 39424-39426 [2013-15700]
Download as PDF
39424
Federal Register / Vol. 78, No. 126 / Monday, July 1, 2013 / Notices
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of the
filing also will be available for
inspection and copying at the principal
office of the Exchange. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–EDGX–
2013–20 and should be submitted on or
before July 22, 2013.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.28
Kevin M. O’Neill,
Deputy Secretary.
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–EDGX–2013–20 on the
subject line.
mstockstill on DSK4VPTVN1PROD with NOTICES
Exchange has asked the Commission to
waive the 30-day operative delay so that
the proposal may become operative
immediately upon filing. The
Commission believes that waiving the
30-day operative delay is consistent
with the protection of investors and the
public interest because the proposed
rule change is a limited and sufficiently
defined modification to the current
attestation requirement or provides
additional transparency to the
Exchange’s Members regarding the
usage of Retail Orders on the
Exchange.27 Accordingly, the
Commission hereby grants the
Exchange’s request and designates the
proposal operative upon filing.
At any time within 60 days of the
filing of the proposed rule change, the
Commission summarily may
temporarily suspend such rule change if
it appears to the Commission that such
action is necessary or appropriate in the
public interest, for the protection of
investors, or otherwise in furtherance of
the purposes of the Act.
SECURITIES AND EXCHANGE
COMMISSION
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–EDGX–2013–20. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
27 For purposes only of waiving the 30-day
operative delay, the Commission has also
considered the proposed rule’s impact on
efficiency, competition, and capital formation. See
15 U.S.C. 78c(f).
VerDate Mar<15>2010
21:38 Jun 28, 2013
Jkt 229001
[FR Doc. 2013–15661 Filed 6–28–13; 8:45 am]
BILLING CODE 8011–01–P
[Release No. 34–69854; File No. SR–CBOE–
2013–063]
Self-Regulatory Organizations;
Chicago Board Options Exchange,
Incorporated; Notice of Filing and
Immediate Effectiveness of Proposed
Rule Change Related to Trades for
Less Than $1
June 25, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934 (the
‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 18,
2013, the Chicago Board Options
Exchange, Incorporated (‘‘Exchange’’ or
‘‘CBOE’’) filed with the Securities and
Exchange Commission (the
‘‘Commission’’) the proposed rule
change as described in Items I and II
below, which Items have been prepared
by the Exchange. The Exchange has
designated the proposal as a ‘‘noncontroversial’’ proposed rule change
pursuant to Section 19(b)(3)(A) of the
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
Act 3 and Rule 19b–4(f)(6) thereunder.4
The Commission is publishing this
notice to solicit comments on the
proposed rule change from interested
persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange is proposing to extend
its program that allows transactions to
take place at a price that is below $1 per
option contract through January 5, 2014.
The text of the proposed rule change is
available on the Exchange’s Web site
(www.cboe.org/Legal), at the Exchange’s
Office of the Secretary and at the
Commission’s Public Reference Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of those
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant parts of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule
Change
1. Purpose
An ‘‘accommodation’’ or ‘‘cabinet’’
trade refers to trades in listed options on
the Exchange that are worthless or not
actively traded. Cabinet trading is
generally conducted in accordance with
the Exchange Rules, except as provided
in Exchange Rule 6.54, Accommodation
Liquidations (Cabinet Trades), which
sets forth specific procedures for
engaging in cabinet trades. Rule 6.54
currently provides for cabinet
transactions to occur via open outcry at
a cabinet price of $1 per option contract
in any options series open for trading in
the Exchange, except that the Rule is not
applicable to trading in option classes
participating in the Penny Pilot
Program. Under the procedures, bids
and offers (whether opening or closing
a position) at a price of $1 per option
contract may be represented in the
trading crowd by a Floor Broker or by
a Market-Maker or provided in response
to a request by a PAR Official/OBO, a
Floor Broker or a Market-Maker, but
28 17
1 15
PO 00000
Frm 00174
Fmt 4703
Sfmt 4703
3 15
4 17
E:\FR\FM\01JYN1.SGM
U.S.C. 78s(b)(3)(A).
CFR 240.19b–4(f)(6).
01JYN1
Federal Register / Vol. 78, No. 126 / Monday, July 1, 2013 / Notices
mstockstill on DSK4VPTVN1PROD with NOTICES
must yield priority to all resting orders
in the PAR Official/OBO cabinet book
(which resting cabinet book orders may
be closing only). So long as both the
buyer and the seller yield to orders
resting in the cabinet book, opening
cabinet bids can trade with opening
cabinet offers at $1 per option contract.
The Exchange has temporarily
amended the procedures through June
28, 2013 to allow transactions to take
place in open outcry at a price of at least
$0 but less than $1 per option contract.5
These lower priced transactions are
traded pursuant to the same procedures
applicable to $1 cabinet trades, except
that (i) bids and offers for opening
transactions are only permitted to
accommodate closing transactions in
order to limit use of the procedure to
liquidations of existing positions, and
(ii) the procedures are also available for
trading in option classes participating in
the Penny Pilot Program.6 The Exchange
believes that allowing a price of at least
$0 but less than $1 better accommodates
the closing of options positions in series
that are worthless or not actively traded,
particularly due to market conditions
which may result in a significant
number of series being out-of-themoney. For example, a market
participant might have a long position
in a call series with a strike price of
$100 and the underlying stock might
now be trading at $30. In such an
instance, there might not otherwise be a
market for that person to close-out the
position even at the $1 cabinet price
5 See Securities Exchange Act Release Nos. 59188
(December 30, 2008), 74 FR 480 (January 6, 2009)
(SR–CBOE–2008–133)(adopting the amended
procedures on a temporary basis through January
30, 2009), 59331 (January 30, 2009), 74 FR 6333
(February 6, 2009)(extending the amended
procedures on a temporary basis through May 29,
2009), 60020 (June 1, 2009), 74 FR 27220 (June 8,
2009) (SR–CBOE–2009–034) (extending the
amended procedures on a temporary basis through
June 1, 2010), 62192 (May 28, 2010), 75 FR 31828
(June 4, 2010) (SR–CBOE–2010–052) (extending the
amended procedures on a temporary basis through
June 1, 2011); 64403 (May 4, 2011), 76 FR 27110
(May 10, 2011)(SR–CBOE–2011–048)(extending the
amended procedures on a temporary basis through
December 30, 2011); 65872 (December 2, 2011), 76
FR 76788 (December 8, 2011) (SR–CBOE–2011–113)
(extending the amended procedures on a temporary
basis through June 29, 2012) and 67144 (June 6,
2012), 77 FR 35095 (June 12, 2012)(SR–CBOE–
2012–053) (extending the amended procedures on
a temporary basis through June 28, 2013).
6 Currently the $1 cabinet trading procedures are
limited to options classes traded in $0.05 or $0.10
standard increment. The $1 cabinet trading
procedures are not available in Penny Pilot Program
classes because in those classes an option series can
trade in a standard increment as low as $0.01 per
share (or $1.00 per option contract with a 100 share
multiplier). Because the temporary procedures
allow trading below $0.01 per share (or $1.00 per
option contract with a 100 share multiplier), the
procedures are available for all classes, including
those classes participating in the Penny Pilot
Program.
VerDate Mar<15>2010
21:38 Jun 28, 2013
Jkt 229001
(e.g., the series might be quoted no
bid).7
The purpose of the instant rule
change is to extend the operation of
these temporary procedures through
January 5, 2014, so that the procedures
can continue without interruption while
CBOE considers whether to seek
permanent approval of the temporary
procedures.
2. Statutory Basis
The Exchange believes the proposed
rule change is consistent with Act 8 and
the rules and regulations thereunder
and, in particular, the requirements of
Section 6(b) of the Act.9 Specifically,
the Exchange believes the proposed rule
change is consistent with the Section
6(b)(5) 10 requirements that the rules of
an exchange be designed to promote just
and equitable principles of trade, to
prevent fraudulent and manipulative
acts, to remove impediments to and to
perfect the mechanism for a free and
open market and a national market
system, and, in general, to protect
investors and the public interest. The
Exchange believes that allowing for
liquidations at a price less than $1 per
option contract better facilitates the
closing of options positions that are
worthless or not actively trading.
Further, the Exchange believes the
proposal is consistent with the Act
because the proposed extension is of
appropriate length to allow the
Exchange and the Commission to
continue to assess the impact of the
Exchange’s authority to allow
transactions to take place in open outcry
at a price of at least $0 but less than $1
per option in accordance with its
attendant obligations and conditions,
7 As with other accommodation liquidations
under Rule 6.54, transactions that occur for less
than $1 are not be disseminated to the public on
the consolidated tape. In addition, as with other
accommodation liquidations under Rule 6.54, the
transactions are exempt from the Consolidated
Options Audit Trail (‘‘COATS’’) requirements of
Exchange Rule 6.24, Required Order Information.
However, the Exchange maintains quotation, order
and transaction information for the transactions in
the same format as the COATS data is maintained.
In this regard, all transactions for less than $1 must
be reported to the Exchange following the close of
each business day. The rule also provides that
transactions for less than $1 will be reported for
clearing utilizing forms, formats and procedures
established by the Exchange from time to time. In
this regard, the Exchange initially intends to have
clearing firms directly report the transactions to The
Options Clearing Corporation (‘‘OCC’’) using OCC’s
position adjustment/transfer procedures. This
manner of reporting transactions for clearing is
similar to the procedure that CBOE currently
employs for on-floor position transfer packages
executed pursuant to Exchange Rule 6.49A,
Transfer of Positions.
8 15 U.S.C. 78s(b)(1).
9 15 U.S.C. 78f(b).
10 15 U.S.C. 78f(b)(5).
PO 00000
Frm 00175
Fmt 4703
Sfmt 4703
39425
including the process for submitting
such transactions to OCC for clearing.
B. Self-Regulatory Organization’s
Statement on Burden on Competition
The Exchange does not believe that
the proposed rule change will impose
any burden on competition not
necessary or appropriate in furtherance
of the purposes of the Act.
The Exchange believes that allowing
for liquidations at a price less than $1
per option contract better facilitates the
closing of options positions that are
worthless or not actively trading. The
Exchange believes this promotes fair
and orderly markets, as well as assists
the Exchange in its ability to effectively
attract order flow and liquidity to its
market, and ultimately benefits all
CBOE TPHs and all investors.
The Exchange does not believe that
the proposed rule change will impose
any burden on intramarket competition
that is not necessary or appropriate in
furtherance of the purposes of the Act
because the proposed rule change does
not make any changes to Exchange
rules, but simply extends an existing
temporary program. Further, the
program is available to all market
participants through CBOE TPHs. The
Exchange does not believe that the
proposed rule change will impose any
burden on intermarket competition that
is not necessary or appropriate in
furtherance of the purposes of the Act
because, again, the proposed rule
change does not make any changes to
Exchange rules, but simply extends an
existing temporary program. Moreover,
to the extent that the program makes
CBOE a more attractive marketplace, as
noted above, the program is available to
all market participants through CBOE
TPHs.
C. Self-Regulatory Organization’s
Statement on Comments on the
Proposed Rule Change Received From
Members, Participants, or Others
The Exchange neither solicited nor
received comments on the proposal.
III. Date of Effectiveness of the
Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule does not (i)
Significantly affect the protection of
investors or the public interest; (ii)
impose any significant burden on
competition; and (iii) become operative
for 30 days from the date on which it
was filed, or such shorter time as the
Commission may designate if consistent
with the protection of investors and the
public interest, provided that the selfregulatory organization has given the
Commission written notice of its intent
E:\FR\FM\01JYN1.SGM
01JYN1
39426
Federal Register / Vol. 78, No. 126 / Monday, July 1, 2013 / Notices
to file the proposed rule change at least
five business days prior to the date of
filing of the proposed rule change or
such shorter time as designated by the
Commission, the proposed rule change
has become effective pursuant to
Section 19(b)(3)(A) of the Act 11 and
Rule 19b–4(f)(6) thereunder.12 At any
time within 60 days of the filing of such
proposed rule change, the Commission
summarily may temporarily suspend
such rule change if it appears to the
Commission that such action is
necessary or appropriate in the public
interest, for the protection of investors,
or otherwise in furtherance of the
purposes of the Act.
IV. Solicitation of Comments
Interested persons are invited to
submit written data, views, and
arguments concerning the foregoing,
including whether the proposed rule
change is consistent with the Act.
Comments may be submitted by any of
the following methods:
mstockstill on DSK4VPTVN1PROD with NOTICES
Electronic Comments
• Use the Commission’s Internet
comment form (https://www.sec.gov/
rules/sro.shtml); or
• Send an email to rulecomments@sec.gov. Please include File
Number SR–CBOE–2013–063 on the
subject line.
Paper Comments
• Send paper comments in triplicate
to Elizabeth M. Murphy, Secretary,
Securities and Exchange Commission,
100 F Street NE., Washington, DC
20549–1090.
All submissions should refer to File
Number SR–CBOE–2013–063. This file
number should be included on the
subject line if email is used. To help the
Commission process and review your
comments more efficiently, please use
only one method. The Commission will
post all comments on the Commission’s
Internet Web site (https://www.sec.gov/
rules/sro.shtml). Copies of the
submission, all subsequent
amendments, all written statements
with respect to the proposed rule
change that are filed with the
Commission, and all written
communications relating to the
proposed rule change between the
Commission and any person, other than
those that may be withheld from the
public in accordance with the
provisions of 5 U.S.C. 552, will be
available for Web site viewing and
printing in the Commission’s Public
Reference Room, 100 F Street NE.,
Washington, DC 20549, on official
business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such
filing also will be available for
inspection and copying at the principal
office of the CBOE. All comments
received will be posted without change;
the Commission does not edit personal
identifying information from
submissions. You should submit only
information that you wish to make
available publicly. All submissions
should refer to File Number SR–CBOE–
2013–063 and should be submitted on
or before July 22, 2013.
For the Commission, by the Division of
Trading and Markets, pursuant to delegated
authority.13
Kevin M. O’Neill,
Deputy Secretary.
[FR Doc. 2013–15700 Filed 6–28–13; 8:45 am]
BILLING CODE 8011–01–P
SECURITIES AND EXCHANGE
COMMISSION
[Release No. 34–69842; File No. SR–Phlx–
2013–68]
Self-Regulatory Organizations;
NASDAQ OMX PHLX LLC; Notice of
Filing and Immediate Effectiveness of
Proposed Rule Change To Amend
Section B of Exchange’s Pricing
Schedule
June 25, 2013.
Pursuant to Section 19(b)(1) of the
Securities Exchange Act of 1934
(‘‘Act’’),1 and Rule 19b–4 thereunder,2
notice is hereby given that on June 21,
2013, NASDAQ OMX PHLX LLC
(‘‘Phlx’’ or ‘‘Exchange’’) filed with the
Securities and Exchange Commission
(‘‘SEC’’ or ‘‘Commission’’) the proposed
rule change as described in Items I, II,
and III, below, which Items have been
prepared by the Exchange. The
Commission is publishing this notice to
solicit comments on the proposed rule
change from interested persons.
I. Self-Regulatory Organization’s
Statement of the Terms of Substance of
the Proposed Rule Change
The Exchange proposes to amend the
Exchange’s Pricing Schedule at Section
13 17
CFR 200.30–3(a)(12).
U.S.C. 78s(b)(1).
2 17 CFR 240.19b–4.
11 15
U.S.C. 78s(b)(3)(A).
12 17 CFR 240.19b–4(f)(6).
VerDate Mar<15>2010
21:38 Jun 28, 2013
1 15
Jkt 229001
PO 00000
Frm 00176
Fmt 4703
Sfmt 4703
B, entitled ‘‘Customer Rebate Program’’
to amend the various defined categories
associated with Customer rebates.
The text of the proposed rule change
is available on the Exchange’s Web site
at https://
nasdaqomxphlx.cchwallstreet.com/, at
the principal office of the Exchange, and
at the Commission’s Public Reference
Room.
II. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
In its filing with the Commission, the
Exchange included statements
concerning the purpose of and basis for
the proposed rule change and discussed
any comments it received on the
proposed rule change. The text of these
statements may be examined at the
places specified in Item IV below. The
Exchange has prepared summaries, set
forth in sections A, B, and C below, of
the most significant aspects of such
statements.
A. Self-Regulatory Organization’s
Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule
Change
1. Purpose
The Exchange proposes to amend
Section B of the Pricing Schedule,
entitled ‘‘Customer Rebate Program,’’ to
provide members and member
organizations the ability to achieve
greater Customer rebates by transacting
PIXL 3 Orders.
Currently, the Exchange has in place
a four tier structure Customer Rebate
Program at Section B of the Pricing
Schedule which pays Customer rebates
on four Categories, A, B, C and D, of
transactions. The four tier structure pays
rebates based on percentage thresholds
of national customer multiply-listed
options volume by month based on four
Categories (A, B, C and D) of
transactions. Specifically, the Exchange
bases a market participant’s
qualification for a certain Rebate Tier on
the percentage of total national
customer volume in multiply-listed
options which are transacted monthly
on Phlx as follows:
3 PIXL is the Exchange’s price improvement
mechanism known as Price Improvement XL or
(PIXLSM). See Rule 1080(n).
E:\FR\FM\01JYN1.SGM
01JYN1
Agencies
[Federal Register Volume 78, Number 126 (Monday, July 1, 2013)]
[Notices]
[Pages 39424-39426]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-15700]
-----------------------------------------------------------------------
SECURITIES AND EXCHANGE COMMISSION
[Release No. 34-69854; File No. SR-CBOE-2013-063]
Self-Regulatory Organizations; Chicago Board Options Exchange,
Incorporated; Notice of Filing and Immediate Effectiveness of Proposed
Rule Change Related to Trades for Less Than $1
June 25, 2013.
Pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934
(the ``Act''),\1\ and Rule 19b-4 thereunder,\2\ notice is hereby given
that on June 18, 2013, the Chicago Board Options Exchange, Incorporated
(``Exchange'' or ``CBOE'') filed with the Securities and Exchange
Commission (the ``Commission'') the proposed rule change as described
in Items I and II below, which Items have been prepared by the
Exchange. The Exchange has designated the proposal as a ``non-
controversial'' proposed rule change pursuant to Section 19(b)(3)(A) of
the Act \3\ and Rule 19b-4(f)(6) thereunder.\4\ The Commission is
publishing this notice to solicit comments on the proposed rule change
from interested persons.
---------------------------------------------------------------------------
\1\ 15 U.S.C. 78s(b)(1).
\2\ 17 CFR 240.19b-4.
\3\ 15 U.S.C. 78s(b)(3)(A).
\4\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
I. Self-Regulatory Organization's Statement of the Terms of Substance
of the Proposed Rule Change
The Exchange is proposing to extend its program that allows
transactions to take place at a price that is below $1 per option
contract through January 5, 2014. The text of the proposed rule change
is available on the Exchange's Web site (www.cboe.org/Legal), at the
Exchange's Office of the Secretary and at the Commission's Public
Reference Room.
II. Self-Regulatory Organization's Statement of the Purpose of, and
Statutory Basis for, the Proposed Rule Change
In its filing with the Commission, the Exchange included statements
concerning the purpose of and basis for the proposed rule change and
discussed any comments it received on the proposed rule change. The
text of those statements may be examined at the places specified in
Item IV below. The Exchange has prepared summaries, set forth in
sections A, B, and C below, of the most significant parts of such
statements.
A. Self-Regulatory Organization's Statement of the Purpose of, and the
Statutory Basis for, the Proposed Rule Change
1. Purpose
An ``accommodation'' or ``cabinet'' trade refers to trades in
listed options on the Exchange that are worthless or not actively
traded. Cabinet trading is generally conducted in accordance with the
Exchange Rules, except as provided in Exchange Rule 6.54, Accommodation
Liquidations (Cabinet Trades), which sets forth specific procedures for
engaging in cabinet trades. Rule 6.54 currently provides for cabinet
transactions to occur via open outcry at a cabinet price of $1 per
option contract in any options series open for trading in the Exchange,
except that the Rule is not applicable to trading in option classes
participating in the Penny Pilot Program. Under the procedures, bids
and offers (whether opening or closing a position) at a price of $1 per
option contract may be represented in the trading crowd by a Floor
Broker or by a Market-Maker or provided in response to a request by a
PAR Official/OBO, a Floor Broker or a Market-Maker, but
[[Page 39425]]
must yield priority to all resting orders in the PAR Official/OBO
cabinet book (which resting cabinet book orders may be closing only).
So long as both the buyer and the seller yield to orders resting in the
cabinet book, opening cabinet bids can trade with opening cabinet
offers at $1 per option contract.
The Exchange has temporarily amended the procedures through June
28, 2013 to allow transactions to take place in open outcry at a price
of at least $0 but less than $1 per option contract.\5\ These lower
priced transactions are traded pursuant to the same procedures
applicable to $1 cabinet trades, except that (i) bids and offers for
opening transactions are only permitted to accommodate closing
transactions in order to limit use of the procedure to liquidations of
existing positions, and (ii) the procedures are also available for
trading in option classes participating in the Penny Pilot Program.\6\
The Exchange believes that allowing a price of at least $0 but less
than $1 better accommodates the closing of options positions in series
that are worthless or not actively traded, particularly due to market
conditions which may result in a significant number of series being
out-of-the-money. For example, a market participant might have a long
position in a call series with a strike price of $100 and the
underlying stock might now be trading at $30. In such an instance,
there might not otherwise be a market for that person to close-out the
position even at the $1 cabinet price (e.g., the series might be quoted
no bid).\7\
---------------------------------------------------------------------------
\5\ See Securities Exchange Act Release Nos. 59188 (December 30,
2008), 74 FR 480 (January 6, 2009) (SR-CBOE-2008-133)(adopting the
amended procedures on a temporary basis through January 30, 2009),
59331 (January 30, 2009), 74 FR 6333 (February 6, 2009)(extending
the amended procedures on a temporary basis through May 29, 2009),
60020 (June 1, 2009), 74 FR 27220 (June 8, 2009) (SR-CBOE-2009-034)
(extending the amended procedures on a temporary basis through June
1, 2010), 62192 (May 28, 2010), 75 FR 31828 (June 4, 2010) (SR-CBOE-
2010-052) (extending the amended procedures on a temporary basis
through June 1, 2011); 64403 (May 4, 2011), 76 FR 27110 (May 10,
2011)(SR-CBOE-2011-048)(extending the amended procedures on a
temporary basis through December 30, 2011); 65872 (December 2,
2011), 76 FR 76788 (December 8, 2011) (SR-CBOE-2011-113) (extending
the amended procedures on a temporary basis through June 29, 2012)
and 67144 (June 6, 2012), 77 FR 35095 (June 12, 2012)(SR-CBOE-2012-
053) (extending the amended procedures on a temporary basis through
June 28, 2013).
\6\ Currently the $1 cabinet trading procedures are limited to
options classes traded in $0.05 or $0.10 standard increment. The $1
cabinet trading procedures are not available in Penny Pilot Program
classes because in those classes an option series can trade in a
standard increment as low as $0.01 per share (or $1.00 per option
contract with a 100 share multiplier). Because the temporary
procedures allow trading below $0.01 per share (or $1.00 per option
contract with a 100 share multiplier), the procedures are available
for all classes, including those classes participating in the Penny
Pilot Program.
\7\ As with other accommodation liquidations under Rule 6.54,
transactions that occur for less than $1 are not be disseminated to
the public on the consolidated tape. In addition, as with other
accommodation liquidations under Rule 6.54, the transactions are
exempt from the Consolidated Options Audit Trail (``COATS'')
requirements of Exchange Rule 6.24, Required Order Information.
However, the Exchange maintains quotation, order and transaction
information for the transactions in the same format as the COATS
data is maintained. In this regard, all transactions for less than
$1 must be reported to the Exchange following the close of each
business day. The rule also provides that transactions for less than
$1 will be reported for clearing utilizing forms, formats and
procedures established by the Exchange from time to time. In this
regard, the Exchange initially intends to have clearing firms
directly report the transactions to The Options Clearing Corporation
(``OCC'') using OCC's position adjustment/transfer procedures. This
manner of reporting transactions for clearing is similar to the
procedure that CBOE currently employs for on-floor position transfer
packages executed pursuant to Exchange Rule 6.49A, Transfer of
Positions.
---------------------------------------------------------------------------
The purpose of the instant rule change is to extend the operation
of these temporary procedures through January 5, 2014, so that the
procedures can continue without interruption while CBOE considers
whether to seek permanent approval of the temporary procedures.
2. Statutory Basis
The Exchange believes the proposed rule change is consistent with
Act \8\ and the rules and regulations thereunder and, in particular,
the requirements of Section 6(b) of the Act.\9\ Specifically, the
Exchange believes the proposed rule change is consistent with the
Section 6(b)(5) \10\ requirements that the rules of an exchange be
designed to promote just and equitable principles of trade, to prevent
fraudulent and manipulative acts, to remove impediments to and to
perfect the mechanism for a free and open market and a national market
system, and, in general, to protect investors and the public interest.
The Exchange believes that allowing for liquidations at a price less
than $1 per option contract better facilitates the closing of options
positions that are worthless or not actively trading. Further, the
Exchange believes the proposal is consistent with the Act because the
proposed extension is of appropriate length to allow the Exchange and
the Commission to continue to assess the impact of the Exchange's
authority to allow transactions to take place in open outcry at a price
of at least $0 but less than $1 per option in accordance with its
attendant obligations and conditions, including the process for
submitting such transactions to OCC for clearing.
---------------------------------------------------------------------------
\8\ 15 U.S.C. 78s(b)(1).
\9\ 15 U.S.C. 78f(b).
\10\ 15 U.S.C. 78f(b)(5).
---------------------------------------------------------------------------
B. Self-Regulatory Organization's Statement on Burden on Competition
The Exchange does not believe that the proposed rule change will
impose any burden on competition not necessary or appropriate in
furtherance of the purposes of the Act.
The Exchange believes that allowing for liquidations at a price
less than $1 per option contract better facilitates the closing of
options positions that are worthless or not actively trading. The
Exchange believes this promotes fair and orderly markets, as well as
assists the Exchange in its ability to effectively attract order flow
and liquidity to its market, and ultimately benefits all CBOE TPHs and
all investors.
The Exchange does not believe that the proposed rule change will
impose any burden on intramarket competition that is not necessary or
appropriate in furtherance of the purposes of the Act because the
proposed rule change does not make any changes to Exchange rules, but
simply extends an existing temporary program. Further, the program is
available to all market participants through CBOE TPHs. The Exchange
does not believe that the proposed rule change will impose any burden
on intermarket competition that is not necessary or appropriate in
furtherance of the purposes of the Act because, again, the proposed
rule change does not make any changes to Exchange rules, but simply
extends an existing temporary program. Moreover, to the extent that the
program makes CBOE a more attractive marketplace, as noted above, the
program is available to all market participants through CBOE TPHs.
C. Self-Regulatory Organization's Statement on Comments on the Proposed
Rule Change Received From Members, Participants, or Others
The Exchange neither solicited nor received comments on the
proposal.
III. Date of Effectiveness of the Proposed Rule Change and Timing for
Commission Action
Because the foregoing rule does not (i) Significantly affect the
protection of investors or the public interest; (ii) impose any
significant burden on competition; and (iii) become operative for 30
days from the date on which it was filed, or such shorter time as the
Commission may designate if consistent with the protection of investors
and the public interest, provided that the self-regulatory organization
has given the Commission written notice of its intent
[[Page 39426]]
to file the proposed rule change at least five business days prior to
the date of filing of the proposed rule change or such shorter time as
designated by the Commission, the proposed rule change has become
effective pursuant to Section 19(b)(3)(A) of the Act \11\ and Rule 19b-
4(f)(6) thereunder.\12\ At any time within 60 days of the filing of
such proposed rule change, the Commission summarily may temporarily
suspend such rule change if it appears to the Commission that such
action is necessary or appropriate in the public interest, for the
protection of investors, or otherwise in furtherance of the purposes of
the Act.
---------------------------------------------------------------------------
\11\ 15 U.S.C. 78s(b)(3)(A).
\12\ 17 CFR 240.19b-4(f)(6).
---------------------------------------------------------------------------
IV. Solicitation of Comments
Interested persons are invited to submit written data, views, and
arguments concerning the foregoing, including whether the proposed rule
change is consistent with the Act. Comments may be submitted by any of
the following methods:
Electronic Comments
Use the Commission's Internet comment form (https://www.sec.gov/rules/sro.shtml); or
Send an email to rule-comments@sec.gov. Please include
File Number SR-CBOE-2013-063 on the subject line.
Paper Comments
Send paper comments in triplicate to Elizabeth M. Murphy,
Secretary, Securities and Exchange Commission, 100 F Street NE.,
Washington, DC 20549-1090.
All submissions should refer to File Number SR-CBOE-2013-063. This file
number should be included on the subject line if email is used. To help
the Commission process and review your comments more efficiently,
please use only one method. The Commission will post all comments on
the Commission's Internet Web site (https://www.sec.gov/rules/sro.shtml). Copies of the submission, all subsequent amendments, all
written statements with respect to the proposed rule change that are
filed with the Commission, and all written communications relating to
the proposed rule change between the Commission and any person, other
than those that may be withheld from the public in accordance with the
provisions of 5 U.S.C. 552, will be available for Web site viewing and
printing in the Commission's Public Reference Room, 100 F Street NE.,
Washington, DC 20549, on official business days between the hours of
10:00 a.m. and 3:00 p.m. Copies of such filing also will be available
for inspection and copying at the principal office of the CBOE. All
comments received will be posted without change; the Commission does
not edit personal identifying information from submissions. You should
submit only information that you wish to make available publicly. All
submissions should refer to File Number SR-CBOE-2013-063 and should be
submitted on or before July 22, 2013.
For the Commission, by the Division of Trading and Markets,
pursuant to delegated authority.\13\
---------------------------------------------------------------------------
\13\ 17 CFR 200.30-3(a)(12).
---------------------------------------------------------------------------
Kevin M. O'Neill,
Deputy Secretary.
[FR Doc. 2013-15700 Filed 6-28-13; 8:45 am]
BILLING CODE 8011-01-P